-3.6%
SMR vs PSA
+3.9%
-7.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +4.4% | -3.7% | +8.1% | +6.0% |
| 30D | +3.4% | -7.7% | +11.1% | +6.9% |
| 3M | -19.2% | -0.6% | -18.6% | -20.0% |
| 6M | -22.6% | -0.9% | -21.7% | -23.4% |
| YTD | -31.5% | +18.7% | -50.2% | -37.5% |
| 1Y | -73.1% | +7.6% | -80.7% | -74.5% |
| 3Y | +55.0% | +23.7% | +31.3% | +33.2% |
| All | -3.6% | +3.9% | -7.5% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling